Kolmogorov operators and SPDEs
Summary: The purpose of this paper is to survey a number of selected results on Kolmogorov operators and SPDEs. It consists of two parts: One part is related to Kolmogorov operators and is devoted to the corresponding linear Fokker-Planck-Kolmogorov equations (see [\textit{V. I. Bogachev} et al., Fokker-Planck-Kolmogorov equations. Providence, RI: American Mathematical Society (AMS) (2015; Zbl 1342.35002)]), the other part is about three key results about SPDEs obtained resp. published during the last funding period, namely an existence and uniqueness result for \(L^2\)-initial data for the stochastic total variation flow, a new approach to SPDEs and a pathwise uniqueness result of SDEs on Hilbert spaces with a merely bounded drift part. For the entire collection see [Zbl 1416.60012].
scientific article; zbMATH DE number 7219039
scientific article